DAX Index Future March 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	9,819.0	9,928.5	109.5	1.1%	9,584.0
High	9,947.0	9,949.0	2.0	0.0%	9,937.5
Low	9,817.0	9,865.0	48.0	0.5%	9,227.0
Close	9,889.0	9,930.0	41.0	0.4%	9,789.5
Range	130.0	84.0	-46.0	-35.4%	710.5
ATR	204.9	196.3	-8.6	-4.2%	0.0
Volume	62,291	75,833	13,542	21.7%	551,652

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	10,166.7	10,132.3	9,976.2
R3	10,082.7	10,048.3	9,953.1
R2	9,998.7	9,998.7	9,945.4
R1	9,964.3	9,964.3	9,937.7	9,981.5
PP	9,914.7	9,914.7	9,914.7	9,923.3
S1	9,880.3	9,880.3	9,922.3	9,897.5
S2	9,830.7	9,830.7	9,914.6
S3	9,746.7	9,796.3	9,906.9
S4	9,662.7	9,712.3	9,883.8

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	11,782.8	11,496.7	10,180.3
R3	11,072.3	10,786.2	9,984.9
R2	10,361.8	10,361.8	9,919.8
R1	10,075.7	10,075.7	9,854.6	10,218.8
PP	9,651.3	9,651.3	9,651.3	9,722.9
S1	9,365.2	9,365.2	9,724.4	9,508.3
S2	8,940.8	8,940.8	9,659.2
S3	8,230.3	8,654.7	9,594.1
S4	7,519.8	7,944.2	9,398.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,949.0	9,437.5	511.5	5.2%	183.0	1.8%	96%	True	False	99,856
10	9,949.0	9,227.0	722.0	7.3%	222.4	2.2%	97%	True	False	74,524
20	10,123.0	9,227.0	896.0	9.0%	174.6	1.8%	78%	False	False	38,624
40	10,123.0	8,910.0	1,213.0	12.2%	158.5	1.6%	84%	False	False	20,172
60	10,123.0	8,367.5	1,755.5	17.7%	172.9	1.7%	89%	False	False	13,616
80	10,123.0	8,367.5	1,755.5	17.7%	152.2	1.5%	89%	False	False	10,289
100	10,123.0	8,367.5	1,755.5	17.7%	138.1	1.4%	89%	False	False	8,266
120	10,123.0	8,367.5	1,755.5	17.7%	126.7	1.3%	89%	False	False	6,892

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.9
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	10,306.0
2.618	10,168.9
1.618	10,084.9
1.000	10,033.0
0.618	10,000.9
HIGH	9,949.0
0.618	9,916.9
0.500	9,907.0
0.382	9,897.1
LOW	9,865.0
0.618	9,813.1
1.000	9,781.0
1.618	9,729.1
2.618	9,645.1
4.250	9,508.0

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	9,922.3	9,895.6
PP	9,914.7	9,861.2
S1	9,907.0	9,826.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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